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SILJ vs. GDXJ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SILJ and GDXJ is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.9

Performance

SILJ vs. GDXJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETFMG Prime Junior Silver Miners ETF (SILJ) and VanEck Vectors Junior Gold Miners ETF (GDXJ). The values are adjusted to include any dividend payments, if applicable.

-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%NovemberDecember2025FebruaryMarchApril
-33.37%
-22.23%
SILJ
GDXJ

Key characteristics

Sharpe Ratio

SILJ:

0.51

GDXJ:

1.30

Sortino Ratio

SILJ:

0.98

GDXJ:

1.83

Omega Ratio

SILJ:

1.12

GDXJ:

1.22

Calmar Ratio

SILJ:

0.45

GDXJ:

0.65

Martin Ratio

SILJ:

1.38

GDXJ:

4.99

Ulcer Index

SILJ:

14.82%

GDXJ:

9.15%

Daily Std Dev

SILJ:

40.44%

GDXJ:

35.21%

Max Drawdown

SILJ:

-79.05%

GDXJ:

-88.66%

Current Drawdown

SILJ:

-35.46%

GDXJ:

-57.11%

Returns By Period

In the year-to-date period, SILJ achieves a 17.72% return, which is significantly lower than GDXJ's 32.33% return. Over the past 10 years, SILJ has underperformed GDXJ with an annualized return of 6.36%, while GDXJ has yielded a comparatively higher 10.13% annualized return.


SILJ

YTD

17.72%

1M

9.25%

6M

-4.02%

1Y

13.66%

5Y*

13.97%

10Y*

6.36%

GDXJ

YTD

32.33%

1M

14.47%

6M

19.59%

1Y

41.19%

5Y*

15.46%

10Y*

10.13%

*Annualized

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SILJ vs. GDXJ - Expense Ratio Comparison

SILJ has a 0.69% expense ratio, which is higher than GDXJ's 0.54% expense ratio.


SILJ
ETFMG Prime Junior Silver Miners ETF
Expense ratio chart for SILJ: current value is 0.69%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SILJ: 0.69%
Expense ratio chart for GDXJ: current value is 0.54%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GDXJ: 0.54%

Risk-Adjusted Performance

SILJ vs. GDXJ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SILJ
The Risk-Adjusted Performance Rank of SILJ is 6262
Overall Rank
The Sharpe Ratio Rank of SILJ is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of SILJ is 6969
Sortino Ratio Rank
The Omega Ratio Rank of SILJ is 6666
Omega Ratio Rank
The Calmar Ratio Rank of SILJ is 6060
Calmar Ratio Rank
The Martin Ratio Rank of SILJ is 5353
Martin Ratio Rank

GDXJ
The Risk-Adjusted Performance Rank of GDXJ is 8282
Overall Rank
The Sharpe Ratio Rank of GDXJ is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of GDXJ is 8585
Sortino Ratio Rank
The Omega Ratio Rank of GDXJ is 8484
Omega Ratio Rank
The Calmar Ratio Rank of GDXJ is 7171
Calmar Ratio Rank
The Martin Ratio Rank of GDXJ is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SILJ vs. GDXJ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ETFMG Prime Junior Silver Miners ETF (SILJ) and VanEck Vectors Junior Gold Miners ETF (GDXJ). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for SILJ, currently valued at 0.51, compared to the broader market0.002.004.00
SILJ: 0.51
GDXJ: 1.30
The chart of Sortino ratio for SILJ, currently valued at 0.98, compared to the broader market-2.000.002.004.006.008.0010.0012.00
SILJ: 0.98
GDXJ: 1.83
The chart of Omega ratio for SILJ, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.00
SILJ: 1.12
GDXJ: 1.22
The chart of Calmar ratio for SILJ, currently valued at 0.45, compared to the broader market0.005.0010.0015.00
SILJ: 0.45
GDXJ: 0.99
The chart of Martin ratio for SILJ, currently valued at 1.38, compared to the broader market0.0020.0040.0060.0080.00100.00
SILJ: 1.38
GDXJ: 4.99

The current SILJ Sharpe Ratio is 0.51, which is lower than the GDXJ Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of SILJ and GDXJ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.51
1.30
SILJ
GDXJ

Dividends

SILJ vs. GDXJ - Dividend Comparison

SILJ's dividend yield for the trailing twelve months is around 6.17%, more than GDXJ's 1.97% yield.


TTM20242023202220212020201920182017201620152014
SILJ
ETFMG Prime Junior Silver Miners ETF
6.17%7.26%0.01%0.06%0.36%1.23%1.45%1.65%0.00%0.52%2.45%0.00%
GDXJ
VanEck Vectors Junior Gold Miners ETF
1.97%2.61%0.72%0.51%1.78%1.58%0.39%0.45%0.03%4.78%0.72%0.74%

Drawdowns

SILJ vs. GDXJ - Drawdown Comparison

The maximum SILJ drawdown since its inception was -79.05%, smaller than the maximum GDXJ drawdown of -88.66%. Use the drawdown chart below to compare losses from any high point for SILJ and GDXJ. For additional features, visit the drawdowns tool.


-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%NovemberDecember2025FebruaryMarchApril
-35.46%
-22.23%
SILJ
GDXJ

Volatility

SILJ vs. GDXJ - Volatility Comparison

ETFMG Prime Junior Silver Miners ETF (SILJ) has a higher volatility of 11.33% compared to VanEck Vectors Junior Gold Miners ETF (GDXJ) at 8.82%. This indicates that SILJ's price experiences larger fluctuations and is considered to be riskier than GDXJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
11.33%
8.82%
SILJ
GDXJ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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